Optimal Stopping Rules

DOI10.1007/978-3-540-74011-7zbMath1138.60008OpenAlexW2491514954MaRDI QIDQ5423976

Publication date: 1 November 2007

Published in: Stochastic Modelling and Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-74011-7

zbMATH Keywords

Markov process free-boundary problem optimal stopping problem sequential testing and quickest disorder detection problems

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Stopping times; optimal stopping problems; gambling theory (60G40) Free boundary problems for PDEs (35R35) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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